-23.6%
FPS vs WING
-43.5%
+19.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.5% | -5.4% | -10.0% |
| 7D | +21.6% | -3.9% | +25.5% | +21.5% |
| 30D | -38.8% | +26.6% | -65.4% | -38.0% |
| 3M | -42.1% | +42.5% | -84.6% | -40.9% |
| 6M | -48.5% | +29.4% | -77.9% | -48.0% |
| All | -23.6% | -43.5% | +19.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling